TY  - JOUR
A1  - Šakić, Bogdan
A1  - Marinković, Marko
A1  - Butenweg, Christoph
A1  - Klinkel, Sven
ED  - Yang, J.
T1  - Influence of slab deflection on the out-of-plane capacity of unreinforced masonry partition walls
JF  - Engineering Structures
N2  - Severe damage of non-structural elements is noticed in previous earthquakes, causing high economic losses and posing a life threat for the people. Masonry partition walls are one of the most commonly used non-structural elements. Therefore, their behaviour under earthquake loading in out-of-plane (OOP) direction is investigated by several researches in the past years. However, none of the existing experimental campaigns or analytical approaches consider the influence of prior slab deflection on OOP response of partition walls. Moreover, none of the existing construction techniques for the connection of partition walls with surrounding reinforced concrete (RC) is investigated for the combined slab deflection and OOP loading. However, the inevitable time-dependent behaviour of RC slabs leads to high values of final slab deflections which can further influence boundary conditions of partition walls. Therefore, a comprehensive study on the influence of slab deflection on the OOP capacity of masonry partitions is conducted. In the first step, experimental tests are carried out. Results of experimental tests are further used for the calibration of the numerical model employed for a parametric study. Based on the results, behaviour under combined loading for different construction techniques is explained. The results show that slab deflection leads either to severe damage or to a high reduction of OOP capacity. Existing practical solutions do not account for these effects. In this contribution, recommendations to overcome the problems of combined slab deflection and OOP loading on masonry partition walls are given. Possible interaction of in-plane (IP) loading, with the combined slab deflection and OOP loading on partition walls, is not investigated in this study.
KW  - Masonry partition walls
KW  - Earthquake
KW  - Out-of-plane capacity
KW  - Slab deflection
Y1  - 2023
U6  - http://dx.doi.org/10.1016/j.engstruct.2022.115342
SN  - 0141-0296
VL  - 276
PB  - Elsevier
CY  - Amsterdam
ER  - 
TY  - JOUR
A1  - Morandi, Paolo
A1  - Butenweg, Christoph
A1  - Breis, Khaled
A1  - Beyer, Katrin
A1  - Magenes, Guido
ED  - Ansal, Atilla
T1  - Latest findings on the behaviour factor q for the seismic design of URM buildings
JF  - Bulletin of Earthquake Engineering
N2  - Recent earthquakes as the 2012 Emilia earthquake sequence showed that recently built unreinforced masonry (URM) buildings behaved much better than expected and sustained, despite the maximum PGA values ranged between 0.20–0.30 g, either minor damage or structural damage that is deemed repairable. Especially low-rise residential and commercial masonry buildings with a code-conforming seismic design and detailing behaved in general very well without substantial damages. The low damage grades of modern masonry buildings that was observed during this earthquake series highlighted again that codified design procedures based on linear analysis can be rather conservative. Although advances in simulation tools make nonlinear calculation methods more readily accessible to designers, linear analyses will still be the standard design method for years to come. The present paper aims to improve the linear seismic design method by providing a proper definition of the q-factor of URM buildings. These q-factors are derived for low-rise URM buildings with rigid diaphragms which represent recent construction practise in low to moderate seismic areas of Italy and Germany. The behaviour factor components for deformation and energy dissipation capacity and for overstrength due to the redistribution of forces are derived by means of pushover analyses. Furthermore, considerations on the behaviour factor component due to other sources of overstrength in masonry buildings are presented. As a result of the investigations, rationally based values of the behaviour factor q to be used in linear analyses in the range of 2.0–3.0 are proposed.
KW  - Unreinforced masonry buildings
KW  - Modern constructions
KW  - Seismic design
KW  - Linear elastic analysis
KW  - Behaviour factor q
Y1  - 2022
U6  - http://dx.doi.org/10.1007/s10518-022-01419-7
SN  - 1573-1456
SN  - 1570-761X
VL  - 20
IS  - 11
SP  - 5797
EP  - 5848
PB  - Springer Nature
CY  - Cham
ER  - 
TY  - JOUR
A1  - Marinković, Marko
A1  - Butenweg, Christoph
ED  - Ford, Michael C.
T1  - Experimental testing of decoupled masonry infills with steel anchors for out-of-plane support under combined in-plane and out-of-plane seismic loading
JF  - Construction and Building Materials
N2  - Because of simple construction process, high energy efficiency, significant fire resistance and excellent sound isolation, masonry infilled reinforced concrete (RC) frame structures are very popular in most of the countries in the world, as well as in seismic active areas. However, many RC frame structures with masonry infills were seriously damaged during earthquake events, as the traditional infills are generally constructed with direct contact to the RC frame which brings undesirable infill/frame interaction. This interaction leads to the activation of the equivalent diagonal strut in the infill panel, due to the RC frame deformation, and combined with seismically induced loads perpendicular to the infill panel often causes total collapses of the masonry infills and heavy damages to the RC frames. This fact was the motivation for developing different approaches for improving the behaviour of masonry infills, where infill isolation (decoupling) from the frame has been more intensively studied in the last decade. In-plane isolation of the infill wall reduces infill activation, but causes the need for additional measures to restrain out-of-plane movements. This can be provided by installing steel anchors, as proposed by some researchers. Within the framework of European research project INSYSME (Innovative Systems for Earthquake Resistant Masonry Enclosures in Reinforced Concrete Buildings) the system based on a use of elastomers for in-plane decoupling and steel anchors for out-of-plane restrain was tested. This constructive solution was tested and deeply investigated during the experimental campaign where traditional and decoupled masonry infilled RC frames with anchors were subjected to separate and combined in-plane ‬and out-of-plane loading. Based on a detailed evaluation and comparison of the test results, the performance and effectiveness of the developed system are illustrated.
KW  - Masonry infill
KW  - Reinforced concrete frame
KW  - Earthquake
KW  - INSYSME
KW  - Decoupling
Y1  - 2022
U6  - http://dx.doi.org/10.1016/j.conbuildmat.2021.126041
SN  - 1879-0526
SN  - 0950-0618
VL  - 318
IS  - 1
PB  - Elsevier
CY  - Amsterdam
ER  - 
TY  - JOUR
A1  - Rossi, Leonardo
A1  - Winands, Mark H. M.
A1  - Butenweg, Christoph
ED  - Zhang, Jessica
T1  - Monte Carlo Tree Search as an intelligent search tool in structural design problems
JF  - Engineering with Computers : An International Journal for Simulation-Based Engineering
N2  - Monte Carlo Tree Search (MCTS) is a search technique that in the last decade emerged as a major breakthrough for Artificial Intelligence applications regarding board- and video-games. In 2016, AlphaGo, an MCTS-based software agent, outperformed the human world champion of the board game Go. This game was for long considered almost infeasible for machines, due to its immense search space and the need for a long-term strategy. Since this historical success, MCTS is considered as an effective new approach for many other scientific and technical problems. Interestingly, civil structural engineering, as a discipline, offers many tasks whose solution may benefit from intelligent search and in particular from adopting MCTS as a search tool. In this work, we show how MCTS can be adapted to search for suitable solutions of a structural engineering design problem. The problem consists of choosing the load-bearing elements in a reference reinforced concrete structure, so to achieve a set of specific dynamic characteristics. In the paper, we report the results obtained by applying both a plain and a hybrid version of single-agent MCTS. The hybrid approach consists of an integration of both MCTS and classic Genetic Algorithm (GA), the latter also serving as a term of comparison for the results. The study’s outcomes may open new perspectives for the adoption of MCTS as a design tool for civil engineers.
KW  - Monte Carlo Tree Search
KW  - Structural design
KW  - Artificial intelligence
KW  - Civil engineering
KW  - Genetic algorithm
Y1  - 2022
U6  - http://dx.doi.org/10.1007/s00366-021-01338-2
SN  - 1435-5663
SN  - 0177-0667
VL  - 38
IS  - 4
SP  - 3219
EP  - 3236
PB  - Springer Nature
CY  - Cham
ER  - 
TY  - JOUR
A1  - Butenweg, Christoph
A1  - Bursi, Oreste S.
A1  - Paolacci, Fabrizio
A1  - Marinković, Marko
A1  - Lanese, Igor
A1  - Nardin, Chiara
A1  - Quinci, Gianluca
ED  - Yang, J.
T1  - Seismic performance of an industrial multi-storey frame structure with process equipment subjected to shake table testing
JF  - Engineering Structures
N2  - Past earthquakes demonstrated the high vulnerability of industrial facilities equipped with complex process technologies leading to serious damage of process equipment and multiple and simultaneous release of hazardous substances. Nonetheless, current standards for seismic design of industrial facilities are considered inadequate to guarantee proper safety conditions against exceptional events entailing loss of containment and related consequences. On these premises, the SPIF project -Seismic Performance of Multi-Component Systems in Special Risk Industrial Facilities- was proposed within the framework of the European H2020 SERA funding scheme. In detail, the objective of the SPIF project is the investigation of the seismic behaviour of a representative industrial multi-storey frame structure equipped with complex process components by means of shaking table tests. Along this main vein and in a performance-based design perspective, the issues investigated in depth are the interaction between a primary moment resisting frame (MRF) steel structure and secondary process components that influence the performance of the whole system; and a proper check of floor spectra predictions. The evaluation of experimental data clearly shows a favourable performance of the MRF structure, some weaknesses of local details due to the interaction between floor crossbeams and process components and, finally, the overconservatism of current design standards w.r.t. floor spectra predictions.
KW  - Multi-storey
KW  - Frame structure
KW  - Earthquake
KW  - Tank
KW  - Piping
Y1  - 2021
U6  - http://dx.doi.org/10.1016/j.engstruct.2021.112681
SN  - 0141-0296
VL  - 243
IS  - 15
PB  - Elsevier
CY  - Amsterdam
ER  - 
TY  - JOUR
A1  - Baringhaus, Ludwig
A1  - Gaigall, Daniel
T1  - On Hotelling’s T² test in a special paired sample case
JF  - Communications in Statistics - Theory and Methods
N2  - In a special paired sample case, Hotelling’s T² test based on the differences of the paired random vectors is the likelihood ratio test for testing the hypothesis that the paired random vectors have the same mean; with respect to a special group of affine linear transformations it is the uniformly most powerful invariant test for the general alternative of a difference in mean. We present an elementary straightforward proof of this result. The likelihood ratio test for testing the hypothesis that the covariance structure is of the assumed special form is derived and discussed. Applications to real data are given.
KW  - complete block symmetry
KW  - Hotelling’s T² test
KW  - likelihood ratio test
KW  - uniformly most powerful invariant test
Y1  - 2017
U6  - http://dx.doi.org/10.1080/03610926.2017.1408828
SN  - 1532-415X
VL  - 48
IS  - 2
SP  - 257
EP  - 267
PB  - Taylor & Francis
CY  - London
ER  - 
TY  - JOUR
A1  - Baringhaus, Ludwig
A1  - Gaigall, Daniel
T1  - Hotelling’s T² tests in paired and independent survey samples: An efficiency comparison
JF  - Journal of Multivariate Analysis
N2  - Hotelling’s T² tests in paired and independent survey samples are compared using the traditional asymptotic efficiency concepts of Hodges–Lehmann, Bahadur and Pitman, as well as through criteria based on the volumes of corresponding confidence regions. Conditions characterizing the superiority of a procedure are given in terms of population canonical correlation type coefficients. Statistical tests for checking these conditions are developed. Test statistics based on the eigenvalues of a symmetrized sample cross-covariance matrix are suggested, as well as test statistics based on sample canonical correlation type coefficients.
Y1  - 2017
U6  - http://dx.doi.org/10.1016/j.jmva.2016.11.004
SN  - 0047-259X
VL  - 2017
IS  - 154
SP  - 177
EP  - 198
PB  - Elsevier
CY  - Amsterdam
ER  - 
TY  - JOUR
A1  - Baringhaus, Ludwig
A1  - Gaigall, Daniel
T1  - On an asymptotic relative efficiency concept based on expected volumes of confidence regions
JF  - Statistics - A Journal of Theoretical and Applied Statistic
N2  - The paper deals with an asymptotic relative efficiency concept for confidence regions of multidimensional parameters that is based on the expected volumes of the confidence regions. Under standard conditions the asymptotic relative efficiencies of confidence regions are seen to be certain powers of the ratio of the limits of the expected volumes. These limits are explicitly derived for confidence regions associated with certain plugin estimators, likelihood ratio tests and Wald tests. Under regularity conditions, the asymptotic relative efficiency of each of these procedures with respect to each one of its competitors is equal to 1. The results are applied to multivariate normal distributions and multinomial distributions in a fairly general setting.
KW  - Volume of confidence regions
KW  - asymptotic relative efficiency
KW  - likelihood ratio test
KW  - multivariate normal distribution
KW  - multinomial distribution
Y1  - 2019
U6  - http://dx.doi.org/10.1080/02331888.2019.1683560
SN  - 1029-4910
VL  - 53
IS  - 6
SP  - 1396
EP  - 1436
PB  - Taylor & Francis
CY  - London
ER  - 
TY  - JOUR
A1  - Gaigall, Daniel
T1  - On a new approach to the multi-sample goodness-of-fit problem
JF  - Communications in Statistics - Simulation and Computation
N2  - Suppose we have k samples X₁,₁,…,X₁,ₙ₁,…,Xₖ,₁,…,Xₖ,ₙₖ with different sample sizes ₙ₁,…,ₙₖ and unknown underlying distribution functions F₁,…,Fₖ as observations plus k families of distribution functions {G₁(⋅,ϑ);ϑ∈Θ},…,{Gₖ(⋅,ϑ);ϑ∈Θ}, each indexed by elements ϑ from the same parameter set Θ, we consider the new goodness-of-fit problem whether or not (F₁,…,Fₖ) belongs to the parametric family {(G₁(⋅,ϑ),…,Gₖ(⋅,ϑ));ϑ∈Θ}. New test statistics are presented and a parametric bootstrap procedure for the approximation of the unknown null distributions is discussed. Under regularity assumptions, it is proved that the approximation works asymptotically, and the limiting distributions of the test statistics in the null hypothesis case are determined. Simulation studies investigate the quality of the new approach for small and moderate sample sizes. Applications to real-data sets illustrate how the idea can be used for verifying model assumptions.
KW  - Goodness-of-fit test
KW  - Multi-sample problem
KW  - Parametric bootstrap
Y1  - 2019
U6  - http://dx.doi.org/10.1080/03610918.2019.1618472
SN  - 1532-4141
VL  - 53
IS  - 10
SP  - 2971
EP  - 2989
PB  - Taylor & Francis
CY  - London
ER  - 
TY  - JOUR
A1  - Ditzhaus, Marc
A1  - Gaigall, Daniel
T1  - A consistent goodness-of-fit test for huge dimensional and functional data
JF  - Journal of Nonparametric Statistics
N2  - A nonparametric goodness-of-fit test for random variables with values in a separable Hilbert space is investigated. To verify the null hypothesis that the data come from a specific distribution, an integral type test based on a Cramér-von-Mises statistic is suggested. The convergence in distribution of the test statistic under the null hypothesis is proved and the test's consistency is concluded. Moreover, properties under local alternatives are discussed. Applications are given for data of huge but finite dimension and for functional data in infinite dimensional spaces. A general approach enables the treatment of incomplete data. In simulation studies the test competes with alternative proposals.
KW  - Cramér-von-Mises statistic
KW  - separable Hilbert space
KW  - huge dimensional data
KW  - functional data
Y1  - 2018
U6  - http://dx.doi.org/10.1080/10485252.2018.1486402
SN  - 1029-0311
VL  - 30
IS  - 4
SP  - 834
EP  - 859
PB  - Taylor & Francis
CY  - Abingdon
ER  - 
TY  - JOUR
A1  - Baringhaus, Ludwig
A1  - Gaigall, Daniel
A1  - Thiele, Jan Philipp
T1  - Statistical inference for L²-distances to uniformity
JF  - Computational Statistics
N2  - The paper deals with the asymptotic behaviour of estimators, statistical tests and confidence intervals for L²-distances to uniformity based on the empirical distribution function, the integrated empirical distribution function and the integrated empirical survival function. Approximations of power functions, confidence intervals for the L²-distances and statistical neighbourhood-of-uniformity validation tests are obtained as main applications. The finite sample behaviour of the procedures is illustrated by a simulation study.
KW  - Integrated empirical distribution (survival) function
KW  - Goodness-of-fit tests for uniformity
KW  - Numerical inversion of Laplace transforms
KW  - Coverage probability
KW  - Equivalence test
Y1  - 2018
U6  - http://dx.doi.org/10.1007/s00180-018-0820-0
SN  - 1613-9658
VL  - 2018
IS  - 33
SP  - 1863
EP  - 1896
PB  - Springer
CY  - Berlin
ER  - 
TY  - JOUR
A1  - Baringhaus, Ludwig
A1  - Gaigall, Daniel
T1  - On an independence test approach to the goodness-of-fit problem
JF  - Journal of Multivariate Analysis
N2  - Let X₁,…,Xₙ be independent and identically distributed random variables with distribution F. Assuming that there are measurable functions f:R²→R and g:R²→R characterizing a family F of distributions on the Borel sets of R in the way that the random variables f(X₁,X₂),g(X₁,X₂) are independent, if and only if F∈F, we propose to treat the testing problem H:F∈F,K:F∉F by applying a consistent nonparametric independence test to the bivariate sample variables (f(Xᵢ,Xⱼ),g(Xᵢ,Xⱼ)),1⩽i,j⩽n,i≠j. A parametric bootstrap procedure needed to get critical values is shown to work. The consistency of the test is discussed. The power performance of the procedure is compared with that of the classical tests of Kolmogorov–Smirnov and Cramér–von Mises in the special cases where F is the family of gamma distributions or the family of inverse Gaussian distributions.
KW  - Goodness-of-fit test
KW  - Independence test
KW  - Parametric bootstrap
KW  - Vapnik–Čhervonenkis class
KW  - Gamma distribution
Y1  - 2015
U6  - http://dx.doi.org/10.1016/j.jmva.2015.05.013
SN  - 0047-259X
VL  - 2015
IS  - 140
SP  - 193
EP  - 208
PB  - Elsevier
CY  - Amsterdam
ER  - 
TY  - JOUR
A1  - Gaigall, Daniel
T1  - Test for Changes in the Modeled Solvency Capital Requirement of an Internal Risk Model
JF  - ASTIN Bulletin
N2  - In the context of the Solvency II directive, the operation of an internal risk model is a possible way for risk assessment and for the determination of the solvency capital requirement of an insurance company in the European Union. A Monte Carlo procedure is customary to generate a model output. To be compliant with the directive, validation of the internal risk model is conducted on the basis of the model output. For this purpose, we suggest a new test for checking whether there is a significant change in the modeled solvency capital requirement. Asymptotic properties of the test statistic are investigated and a bootstrap approximation is justified. A simulation study investigates the performance of the test in the finite sample case and confirms the theoretical results. The internal risk model and the application of the test is illustrated in a simplified example. The method has more general usage for inference of a broad class of law-invariant and coherent risk measures on the basis of a paired sample.
KW  - Bootstrap
KW  - Empirical process
KW  - Functional Delta Method
KW  - Hadamard differentiability
KW  - Paired sample
Y1  - 2021
U6  - http://dx.doi.org/10.1017/asb.2021.20
SN  - 1783-1350
VL  - 51
IS  - 3
SP  - 813
EP  - 837
PB  - Cambridge Univ. Press
CY  - Cambridge
ER  - 
TY  - JOUR
A1  - Gaigall, Daniel
T1  - Hoeffding-Blum-Kiefer-Rosenblatt independence test statistic on partly not identically distributed data
JF  - Communications in Statistics - Theory and Methods
N2  - The established Hoeffding-Blum-Kiefer-Rosenblatt independence test statistic is investigated for partly not identically distributed data. Surprisingly, it turns out that the statistic has the well-known distribution-free limiting null distribution of the classical criterion under standard regularity conditions. An application is testing goodness-of-fit for the regression function in a non parametric random effects meta-regression model, where the consistency is obtained as well. Simulations investigate size and power of the approach for small and moderate sample sizes. A real data example based on clinical trials illustrates how the test can be used in applications.
KW  - Brownian Pillow
KW  - Hoeffding-Blum-Kiefer-Rosenblatt independence test
KW  - not identically distributed
KW  - random effects meta-regression model
Y1  - 2020
U6  - http://dx.doi.org/10.1080/03610926.2020.1805767
SN  - 1532-415X
VL  - 51
IS  - 12
SP  - 4006
EP  - 4028
PB  - Taylor & Francis
CY  - London
ER  - 
TY  - JOUR
A1  - Gaigall, Daniel
T1  - Testing marginal homogeneity of a continuous bivariate distribution with possibly incomplete paired data
JF  - Metrika
N2  - We discuss the testing problem of homogeneity of the marginal distributions of a continuous bivariate distribution based on a paired sample with possibly missing components (missing completely at random). Applying the well-known two-sample Crámer–von-Mises distance to the remaining data, we determine the limiting null distribution of our test statistic in this situation. It is seen that a new resampling approach is appropriate for the approximation of the unknown null distribution. We prove that the resulting test asymptotically reaches the significance level and is consistent. Properties of the test under local alternatives are pointed out as well. Simulations investigate the quality of the approximation and the power of the new approach in the finite sample case. As an illustration we apply the test to real data sets.
KW  - Marginal homogeneity test
KW  - Crámer–von-Mises distance
KW  - Paired sample
KW  - Incomplete data
KW  - Resampling test
Y1  - 2019
U6  - http://dx.doi.org/10.1007/s00184-019-00742-5
SN  - 1435-926X
VL  - 2020
IS  - 83
SP  - 437
EP  - 465
PB  - Springer
ER  - 
TY  - JOUR
A1  - Gaigall, Daniel
T1  - Rothman–Woodroofe symmetry test statistic revisited
JF  - Computational Statistics & Data Analysis
N2  - The Rothman–Woodroofe symmetry test statistic is revisited on the basis of independent but not necessarily identically distributed random variables. The distribution-freeness if the underlying distributions are all symmetric and continuous is obtained. The results are applied for testing symmetry in a meta-analysis random effects model. The consistency of the procedure is discussed in this situation as well. A comparison with an alternative proposal from the literature is conducted via simulations. Real data are analyzed to demonstrate how the new approach works in practice.
Y1  - 2020
U6  - http://dx.doi.org/10.1016/j.csda.2019.106837
SN  - 0167-9473
VL  - 2020
IS  - 142
SP  - Artikel 106837
PB  - Elsevier
CY  - Amsterdam
ER  - 
TY  - CHAP
A1  - Gaigall, Daniel
T1  - On Consistent Hypothesis Testing In General Hilbert Spaces
N2  - Inference on the basis of high-dimensional and functional data are two topics which are discussed frequently in the current statistical literature. A possibility to include both topics in a single approach is working on a very general space for the underlying observations, such as a separable Hilbert space. We propose a general method for consistently hypothesis testing on the basis of random variables with values in separable Hilbert spaces. We avoid concerns with the curse of dimensionality due to a projection idea. We apply well-known test statistics from nonparametric inference to the projected data and integrate over all projections from a specific set and with respect to suitable probability measures. In contrast to classical methods, which are applicable for real-valued random variables or random vectors of dimensions lower than the sample size, the tests can be applied to random vectors of dimensions larger than the sample size or even to functional and high-dimensional data. In general, resampling procedures such as bootstrap or permutation are suitable to determine critical values. The idea can be extended to the case of incomplete observations. Moreover, we develop an efficient algorithm for implementing the method. Examples are given for testing goodness-of-fit in a one-sample situation in [1] or for testing marginal homogeneity on the basis of a paired sample in [2]. Here, the test statistics in use can be seen as generalizations of the well-known Cramérvon-Mises test statistics in the one-sample and two-samples case. The treatment of other testing problems is possible as well. By using the theory of U-statistics, for instance, asymptotic null distributions of the test statistics are obtained as the sample size tends to infinity. Standard continuity assumptions ensure the asymptotic exactness of the tests under the null hypothesis and that the tests detect any alternative in the limit. Simulation studies demonstrate size and power of the tests in the finite sample case, confirm the theoretical findings, and are used for the comparison with concurring procedures. A possible application of the general approach is inference for stock market returns, also in high data frequencies. In the field of empirical finance, statistical inference of stock market prices usually takes place on the basis of related log-returns as data. In the classical models for stock prices, i.e., the exponential Lévy model, Black-Scholes model, and Merton model, properties such as independence and stationarity of the increments ensure an independent and identically structure of the data. Specific trends during certain periods of the stock price processes can cause complications in this regard. In fact, our approach can compensate those effects by the treatment of the log-returns as random vectors or even as functional data.
Y1  - 2022
U6  - http://dx.doi.org/10.11159/icsta22.157
N1  - Proceedings of the 4th International Conference on Statistics: Theory and Applications (ICSTA’22) Prague, Czech Republic – July 28- 30
SP  - Paper No. 157
PB  - Avestia Publishing
CY  - Orléans, Kanada
ER  - 
TY  - JOUR
A1  - Ditzhaus, Marc
A1  - Gaigall, Daniel
T1  - Testing marginal homogeneity in Hilbert spaces with applications to stock market returns
JF  - Test
N2  - This paper considers a paired data framework and discusses the question of marginal homogeneity of bivariate high-dimensional or functional data. The related testing problem can be endowed into a more general setting for paired random variables taking values in a general Hilbert space. To address this problem, a Cramér–von-Mises type test statistic is applied and a bootstrap procedure is suggested to obtain critical values and finally a consistent test. The desired properties of a bootstrap test can be derived that are asymptotic exactness under the null hypothesis and consistency under alternatives. Simulations show the quality of the test in the finite sample case. A possible application is the comparison of two possibly dependent stock market returns based on functional data. The approach is demonstrated based on historical data for different stock market indices.
Y1  - 2022
U6  - http://dx.doi.org/10.1007/s11749-022-00802-5
SN  - 1863-8260
VL  - 2022
IS  - 31
SP  - 749
EP  - 770
PB  - Springer
ER  - 
TY  - JOUR
A1  - Gaigall, Daniel
A1  - Gerstenberg, Julian
A1  - Trinh, Thi Thu Ha
T1  - Empirical process of concomitants for partly categorial data and applications in statistics
JF  - Bernoulli
N2  - On the basis of independent and identically distributed bivariate random vectors, where the components are categorial and continuous variables, respectively, the related concomitants, also called induced order statistic, are considered. The main theoretical result is a functional central limit theorem for the empirical process of the concomitants in a triangular array setting. A natural application is hypothesis testing. An independence test and a two-sample test are investigated in detail. The fairly general setting enables limit results under local alternatives and bootstrap samples. For the comparison with existing tests from the literature simulation studies are conducted. The empirical results obtained confirm the theoretical findings.
KW  - bootstrap
KW  - Categorial variable
KW  - Concomitant
KW  - Empirical process
KW  - Independence test
Y1  - 2022
U6  - http://dx.doi.org/10.3150/21-BEJ1367
SN  - 1573-9759
VL  - 28
IS  - 2
SP  - 803
EP  - 829
PB  - International Statistical Institute
CY  - Den Haag, NL
ER  - 
TY  - CHAP
A1  - Staat, Manfred
A1  - Tran, Ngoc Trinh
T1  - Strain based brittle failure criteria for rocks
T2  - Proceedings of (NACOME2022) The 11th National Conference on Mechanics, Vol. 1. Solid Mechanics, Rock Mechanics, Artificial Intelligence, Teaching and Training, Hanoi, December 2-3, 2022
N2  - When confining pressure is low or absent, extensional fractures are typical, with fractures occurring on unloaded planes in rock. These “paradox” fractures can be explained by a phenomenological extension strain failure criterion. In the past, a simple empirical criterion for fracture initiation in brittle rock has been developed. But this criterion makes unrealistic strength predictions in biaxial compression and tension. A new extension strain criterion overcomes this limitation by adding a weighted principal shear component. The weight is chosen, such that the enriched extension strain criterion represents the same failure surface as the Mohr–Coulomb (MC) criterion. Thus, the MC criterion has been derived as an extension strain criterion predicting failure modes, which are unexpected in the understanding of the failure of cohesive-frictional materials. In progressive damage of rock, the most likely fracture direction is orthogonal to the maximum extension strain. The enriched extension strain criterion is proposed as a threshold surface for crack initiation CI and crack damage CD and as a failure surface at peak P. Examples show that the enriched extension strain criterion predicts much lower volumes of damaged rock mass compared to the simple extension strain criterion.
KW  - Extension fracture
KW  - Extension strain criterion
KW  - Mohr–Coulomb criterion
KW  - Evolution of damage
Y1  - 2023
SN  - 978-604-357-084-7
SP  - 500
EP  - 509
PB  - Nha xuat ban Khoa hoc tu nhien va Cong nghe (Verlag Naturwissenschaft und Technik)
CY  - Hanoi
ER  -